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zbMath0634.62086MaRDI QIDQ3773125
Publication date: 1987
Full work available at URL: https://eudml.org/doc/15481
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
confidence regionsvector autoregressionmultivariate processesperiodic autoregressiontest of fitasymptotic posterior chi-square distributionestimating autoregressive matricesmatrixvariate t-distributiontest of periodicity
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Bayesian inference (62F15) Non-Markovian processes: hypothesis testing (62M07)
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